Related papers: On Fast Attitude Filtering Using Matrix Fisher Dis…
Particle filters flexibly represent multiple posterior modes nonparametrically, via a collection of weighted samples, but have classically been applied to tracking problems with known dynamics and observation likelihoods. Such generative…
We consider two Large Eddy Simulation (LES) models for the approximation of large scales of the equations of Magnetohydrodynamics (MHD in the sequel). We study two $\alpha$-models, which are obtained adapting to the MHD the approach by…
Filter stability is a classical problem in the study of partially observed Markov processes (POMP), also known as hidden Markov models (HMM). For a POMP, an incorrectly initialized non-linear filter is said to be (asymptotically) stable if…
Anomalies in economic and financial data -- often linked to rare yet impactful events -- are of theoretical interest, but can also severely distort inference. Although outlier-robust methodologies can be used, many researchers prefer…
Matrix factorization is a very common machine learning technique in recommender systems. Bayesian Matrix Factorization (BMF) algorithms would be attractive because of their ability to quantify uncertainty in their predictions and avoid…
Inertial Navigation Systems (INS) are a key technology for autonomous vehicles applications. Recent advances in estimation and filter design for the INS problem have exploited geometry and symmetry to overcome limitations of the classical…
Matrix factorization, one of the most popular methods in machine learning, has recently benefited from introducing non-linearity in prediction tasks using tropical semiring. The non-linearity enables a better fit to extreme values and…
In a Bayesian setting, inverse problems and uncertainty quantification (UQ) --- the propagation of uncertainty through a computational (forward) model --- are strongly connected. In the form of conditional expectation the Bayesian update…
Many physical systems evolve on matrix Lie groups and mixture filtering designed for such manifolds represent an inevitable tool for challenging estimation problems. However, mixture filtering faces the issue of a constantly growing number…
This paper introduces two novel nonlinear stochastic attitude estimators developed on the Special Orthogonal Group \mathbb{SO}\left(3\right) with the tracking error of the normalized Euclidean distance meeting predefined transient and…
A deep neural network is a hierarchical nonlinear model transforming input signals to output signals. Its input-output relation is considered to be stochastic, being described for a given input by a parameterized conditional probability…
In this article, a new category of soft-input soft-output (SISO) minimum-mean square error (MMSE) finite-impulse response (FIR) decision feedback equalizers (DFEs) with iteration-wise static filters (i.e. iteration variant) is investigated.…
In this paper, we study the problem of sampling from distributions of the form p(x) \propto e^{-\beta f(x)} for some function f whose values and gradients we can query. This mode of access to f is natural in the scenarios in which such…
The Kalman filter (KF) is used in a variety of applications for computing the posterior distribution of latent states in a state space model. The model requires a linear relationship between states and observations. Extensions to the Kalman…
Although many techniques have been applied to matrix factorization (MF), they may not fully exploit the feature structure. In this paper, we incorporate the grouping effect into MF and propose a novel method called Robust Matrix…
In this article, we propose a new filtering algorithm based in the Koopman operator, showing that a nonlinear filtering problem can be seen as an equivalent problem where the dynamics is infinite dimensional, but linear. Using Extended…
A hybrid (i.e., physics-guided data-driven) feedforward tracking controller is proposed for systems with unmodeled linear or nonlinear dynamics. The controller is based on the filtered basis function (FBF) approach, hence it is called a…
This paper is concerned with multi-modal data fusion (MMDF) under unexpected modality failures in nonlinear non-Gaussian dynamic processes. An efficient framework to tackle this problem is proposed. In particular, a notion termed modality…
Rendezvous and docking between a chaser spacecraft and an uncooperative target, such as an inoperative satellite, require synchronization between the chaser spacecraft and the target. In these scenarios, the chaser must estimate the…
The sigma-point filters, such as the UKF, which exploit numerical quadrature to obtain an additional order of accuracy in the moment transformation step, are popular alternatives to the ubiquitous EKF. The classical quadrature rules used in…